Sparse regression over clusters: SparClur

DOI10.1007/S11590-021-01770-9zbMATH Open1487.90480OpenAlexW3181408577WikidataQ120689914 ScholiaQ120689914MaRDI QIDQ2115306FDOQ2115306

Dimitris Bertsimas, Rebecca Zhang, L. Kapelevich, Jack Dunn

Publication date: 15 March 2022

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-021-01770-9

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zbMATH Keywords

regressionpersonalized medicineprediction treesinteger optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Integer programming (90C10)

Cites Work

• Julia: A Fresh Approach to Numerical Computing
• JuMP: A Modeling Language for Mathematical Optimization
• Title not available (Why is that?)
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• Best subset selection via a modern optimization lens
• Sparse classification: a scalable discrete optimization perspective
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Characterization of the equivalence of robustification and regularization in linear and matrix regression
• Sparse high-dimensional regression: exact scalable algorithms and phase transitions

Cited In (3)

• Discussion of ``Correlated variables in regression: clustering and sparse estimation
• Sparse convex optimization toolkit: a mixed-integer framework
• SparClur

Uses Software

• R
• Julia
• JuMP
• GitHub
• GLMNet.jl

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